@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00771080v1> a dcat:Dataset ;
    dct:description """
              This study examines the random walk hypothesis for the Shanghai and Shenzhen stock markets for both A and B shares, using daily data over the period 1992-2007. The hypothesis is tested with new multiple variance ratio tests - Whang-Kim subsampling and Kim's wild bootstrap tests - as well as the conventional multiple Chow-Denning test. We find that Class B shares for Chinese stock exchanges do not follow the random walk hypothesis, and therefore are significantly inefficient. The Class A shares seem more efficient.
            """ ;
    dct:identifier "hal-00771080" ;
    dct:issued "2026-05-15T12:41:19.008334"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-15T12:41:19.008339"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests" ;
    dcat:contactPoint [ a vcard:Organization ;
            vcard:fn "CCSD" ] ;
    dcat:distribution <https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00771080v1/resource/e3d83631-d4cf-444d-86e5-884beb3b3d3d> ;
    dcat:keyword "chinese-stock-markets",
        "infoeu-reposemanticsarticle",
        "jel-c---mathematical-and-quantitative-methodscc1---econometric-and-statistical-methods-and-method",
        "jel-g---financial-economicsgg1---general-financial-marketsgg1g14---information-and-market-effi",
        "jel-g---financial-economicsgg1---general-financial-marketsgg1g15---international-financial-mar",
        "journal-articles",
        "market-efficiency",
        "random-walk-hypothesis",
        "shsgestionhumanities-and-social-sciencesbusiness-administration",
        "variance-ratio-test" ;
    dcat:landingPage <ISSN:%200939-3625> .

<ISSN:%200939-3625> a foaf:Document .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00771080v1/resource/e3d83631-d4cf-444d-86e5-884beb3b3d3d> a dcat:Distribution ;
    dct:format "HTML" ;
    dct:issued "2026-05-15T12:41:19.035964"^^xsd:dateTime ;
    dct:modified "2026-05-15T12:41:18.985116"^^xsd:dateTime ;
    dct:title "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests" ;
    dcat:accessURL <https://hal.science/hal-00771080> .

<https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> a foaf:Agent ;
    foaf:name "test_moissonnage_selune" .